Exponential approximation and Stein's method of exchangeable pairs

MaRDI QIDQ2866821zbMATH OpenFDO

Authors Jason Fulman, Nathan Ross

Publication date 9 December 2013

Published in ALEA. Latin American Journal of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1207.5073, http://alea.impa.br/articles/v10/10-01.pdf

zbMATH Keywords

exponential approximationheat kernelrandom matrixStein's method

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Central limit and other weak theorems (60F05)

Abstract: We derive a new result for exponential approximation using Stein's method of exchangeable pairs. As an application, an exponential limit theorem with error term is derived for |Tr(U)|^2, where Tr(U) denotes the trace of a matrix chosen from the Haar measure of the unitary group U(n,C).

Recommendations

• Multivariate normal approximation using exchangeable pairs
• Exponential approximation by Stein's method and spectral graph theory
• A note on the exchangeability condition in Stein's method
• Nonnormal approximation by Stein's method of exchangeable pairs with application to the Curie-Weiss model
• Step size in Stein's method of exchangeable pairs

Cited in

(11)

• The Gamma Stein equation and noncentral de Jong theorems
• Stein's method for the Poisson-Dirichlet distribution and the Ewens sampling formula, with applications to Wright-Fisher models
• Stein's method for stationary distributions of Markov chains and application to Ising models
• Exponential approximation by Stein's method and spectral graph theory
• Step size in Stein's method of exchangeable pairs
• A non uniform bound for half-normal approximation of the number of returns to the origin of symmetric simple random walk
• Stein's method of normal approximation for dynamical systems
• Dirichlet approximation of equilibrium distributions in Cannings models with mutation
• Nonnormal approximation by Stein's method of exchangeable pairs with application to the Curie-Weiss model
• From Berry-Esseen to super-exponential
• Steady-state Dirichlet approximation of the Wright-Fisher model using the prelimit generator comparison approach of Stein's method

This page was built for publication: Exponential approximation and Stein's method of exchangeable pairs

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2866821)